Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2617Ticks modelled79767Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit776.72Gross profit1133.49Gross loss-356.77
Profit factor3.18Expected payoff23.54
Absolute drawdown14.20Maximal drawdown247.00 (2.37%)Relative drawdown2.37% (247.00)
Total trades33Short positions (won %)17 (70.59%)Long positions (won %)16 (68.75%)
Profit trades (% of total)23 (69.70%)Loss trades (% of total)10 (30.30%)
Largestprofit trade96.14loss trade-48.41
Averageprofit trade49.28loss trade-35.68
Maximumconsecutive wins (profit in money)5 (236.76)consecutive losses (loss in money)4 (-122.45)
Maximalconsecutive profit (count of wins)236.76 (5)consecutive loss (count of losses)-122.45 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 20:00sell10.10143.9090.0000.000
22022.10.04 20:00modify10.10143.909144.609142.509
32022.10.05 10:50sell20.10143.1900.0000.000
42022.10.05 10:50modify20.10143.190143.839142.509
52022.10.05 10:50modify10.10143.909143.839142.509
62022.10.05 11:40sell30.10143.0560.0000.000
72022.10.05 11:40modify30.10143.056143.559142.509
82022.10.05 11:40modify20.10143.190143.559142.509
92022.10.05 11:40modify10.10143.909143.559142.509
102022.10.05 14:40t/p10.10142.509143.559142.50994.1310094.13
112022.10.05 14:40t/p20.10142.509143.559142.50946.0510140.18
122022.10.05 14:40t/p30.10142.509143.559142.50936.9910177.17
132022.11.10 20:00buy40.10144.4090.0000.000
142022.11.10 20:00modify40.10144.409143.709145.809
152022.11.10 21:30s/l40.10143.709143.709145.809-47.3610129.81
162022.11.11 16:00buy50.10143.6200.0000.000
172022.11.11 16:00modify50.10143.620142.920145.020
182022.11.14 08:30buy60.10144.4720.0000.000
192022.11.14 08:30modify60.10144.472143.970145.020
202022.11.14 08:30modify50.10143.620143.970145.020
212022.11.14 09:10buy70.10144.6070.0000.000
222022.11.14 09:10modify70.10144.607144.110145.020
232022.11.14 09:10modify60.10144.472144.110145.020
242022.11.14 09:10modify50.10143.620144.110145.020
252022.11.14 13:40t/p50.10145.020144.110145.02095.0110224.83
262022.11.14 13:40t/p60.10145.020144.110145.02037.0810261.91
272022.11.14 13:40t/p70.10145.020144.110145.02027.9410289.85
282022.11.24 16:00buy80.10144.0490.0000.000
292022.11.24 16:00modify80.10144.049143.349145.449
302022.11.25 08:40buy90.10144.7720.0000.000
312022.11.25 08:40modify90.10144.772144.119145.449
322022.11.25 08:40modify80.10144.049144.119145.449
332022.11.25 09:20buy100.10144.8890.0000.000
342022.11.25 09:20modify100.10144.889144.399145.449
352022.11.25 09:20modify90.10144.772144.399145.449
362022.11.25 09:20modify80.10144.049144.399145.449
372022.11.25 11:59buy110.10145.0500.0000.000
382022.11.25 11:59modify110.10145.050144.539145.449
392022.11.25 11:59modify100.10144.889144.539145.449
402022.11.25 11:59modify90.10144.772144.539145.449
412022.11.25 11:59modify80.10144.049144.539145.449
422022.11.25 13:30s/l80.10144.539144.539145.44933.4310323.28
432022.11.25 13:30s/l90.10144.539144.539145.449-15.7710307.51
442022.11.25 13:30s/l100.10144.539144.539145.449-23.6910283.82
452022.11.25 13:30s/l110.10144.539144.539145.449-34.5810249.24
462022.12.05 20:00sell120.10143.4030.0000.000
472022.12.05 20:00modify120.10143.403144.103142.003
482022.12.07 09:20s/l120.10144.103144.103142.003-48.4110200.83
492022.12.15 20:00sell130.10146.4500.0000.000
502022.12.15 20:00modify130.10146.450147.150145.050
512022.12.16 08:30sell140.10145.7430.0000.000
522022.12.16 08:30modify140.10145.743146.380145.050
532022.12.16 08:30modify130.10146.450146.380145.050
542022.12.16 09:50sell150.10145.5840.0000.000
552022.12.16 09:50modify150.10145.584146.100145.050
562022.12.16 09:50modify140.10145.743146.100145.050
572022.12.16 09:50modify130.10146.450146.100145.050
582022.12.16 12:40sell160.10145.4580.0000.000
592022.12.16 12:40modify160.10145.458145.960145.050
602022.12.16 12:40modify150.10145.584145.960145.050
612022.12.16 12:40modify140.10145.743145.960145.050
622022.12.16 12:40modify130.10146.450145.960145.050
632022.12.16 15:40t/p130.10145.050145.960145.05094.1310294.96
642022.12.16 15:40t/p140.10145.050145.960145.05046.8610341.82
652022.12.16 15:40t/p150.10145.050145.960145.05036.1110377.93
662022.12.16 15:40t/p160.10145.050145.960145.05027.5910405.52
672023.01.23 20:00sell170.10141.8880.0000.000
682023.01.23 20:00modify170.10141.888142.588140.488
692023.01.25 10:40sell180.10141.1860.0000.000
702023.01.25 10:40modify180.10141.186141.818140.488
712023.01.25 10:40modify170.10141.888141.818140.488
722023.01.25 11:50sell190.10140.9030.0000.000
732023.01.25 11:50modify190.10140.903141.398140.488
742023.01.25 11:50modify180.10141.186141.398140.488
752023.01.25 11:50modify170.10141.888141.398140.488
762023.01.25 14:15s/l170.10141.398141.398140.48832.0710437.58
772023.01.25 14:15s/l180.10141.398141.398140.488-14.3310423.25
782023.01.25 14:15s/l190.10141.398141.398140.488-33.4710389.78
792023.04.05 20:00buy200.10143.1190.0000.000
802023.04.05 20:00modify200.10143.119142.419144.519
812023.04.06 14:40buy210.10143.9860.0000.000
822023.04.06 14:40modify210.10143.986143.469144.519
832023.04.06 14:40modify200.10143.119143.469144.519
842023.04.06 22:20buy220.10143.8470.0000.000
852023.04.06 22:20modify220.10143.847143.189144.519
862023.04.06 22:25modify220.10143.847143.469144.519
872023.04.07 14:05buy230.10144.1020.0000.000
882023.04.07 14:05modify230.10144.102143.609144.519
892023.04.07 14:05modify210.10143.986143.609144.519
902023.04.07 14:05modify220.10143.847143.609144.519
912023.04.07 14:05modify200.10143.119143.609144.519
922023.04.10 00:30t/p200.10144.519143.609144.51996.1410485.92
932023.04.10 00:30t/p210.10144.519143.609144.51936.6310522.55
942023.04.10 00:30t/p220.10144.519143.609144.51946.0410568.58
952023.04.10 00:30t/p230.10144.519143.609144.51928.4910597.08
962023.05.10 20:00buy240.10147.5730.0000.000
972023.05.10 20:00modify240.10147.573146.873148.973
982023.05.11 06:40s/l240.10146.873146.873148.973-46.5110550.57
992023.05.11 16:00buy250.10146.8010.0000.000
1002023.05.11 16:00modify250.10146.801146.101148.201
1012023.05.15 02:40buy260.10147.6690.0000.000
1022023.05.15 02:40modify260.10147.669147.151148.201
1032023.05.15 02:40modify250.10146.801147.151148.201
1042023.05.16 05:45buy270.10147.8040.0000.000
1052023.05.16 05:45modify270.10147.804147.291148.201
1062023.05.16 05:45modify260.10147.669147.291148.201
1072023.05.16 05:45modify250.10146.801147.291148.201
1082023.05.16 13:20t/p250.10148.201147.291148.20195.5810646.14
1092023.05.16 13:20t/p260.10148.201147.291148.20136.2810682.43
1102023.05.16 13:20t/p270.10148.201147.291148.20126.8610709.29
1112023.06.15 20:00sell280.10153.5520.0000.000
1122023.06.15 20:00modify280.10153.552154.252152.152
1132023.06.16 06:30s/l280.10154.252154.252152.152-47.8810661.41
1142023.07.21 16:00sell290.10157.6130.0000.000
1152023.07.21 16:00modify290.10157.613158.313156.213
1162023.07.24 07:50sell300.10156.6250.0000.000
1172023.07.24 07:50modify300.10156.625157.123156.213
1182023.07.24 07:50modify290.10157.613157.123156.213
1192023.07.24 08:20sell310.10156.7540.0000.000
1202023.07.24 08:20modify310.10156.754157.263156.213
1212023.07.24 08:25modify310.10156.754157.123156.213
1222023.07.25 09:40t/p290.10156.213157.123156.21393.6010755.01
1232023.07.25 09:40t/p300.10156.213157.123156.21327.3210782.33
1242023.07.25 09:40t/p310.10156.213157.123156.21336.0410818.37
1252023.08.10 20:00sell320.10158.9750.0000.000
1262023.08.10 20:00modify320.10158.975159.675157.575
1272023.08.14 01:40sell330.10158.2510.0000.000
1282023.08.14 01:40modify330.10158.251158.905157.575
1292023.08.14 01:40modify320.10158.975158.905157.575
1302023.08.15 06:20s/l320.10158.905158.905157.5753.1210821.49
1312023.08.15 06:20s/l330.10158.905158.905157.575-44.7710776.72